Mozzarella Pepperoni Egg Rolls. Directions: On top of an egg roll wrapper, place three pieces of pepperoni as shown in the picture. Place a piece of string cheese on top. Fold corners over cheese. Fold bottom corner over cheese and pepperoni and keep rolling until cheese is tightly sealed. Moisten corners with water to seal. Repeat with the rest of wrappers, cheese and pepperoni. In a skillet, heat oil to 375 degrees. Fry a few at a time for 30-60 seconds on each side until completely brown.